Financial Econometrics

DOI10.4324/9780203892879zbMath1171.91002OpenAlexW4252747530MaRDI QIDQ5504260

Peijie Wang

Publication date: 22 January 2009

Full work available at URL: https://doi.org/10.4324/9780203892879

zbMATH Keywords

time seriesstochastic volatilityMarkov chainGARCH processfrequency domain analysistime-varying volatilityfinancial datalimited dependent variablespanel data analysis

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Statistical methods; economic indices and measures (91B82)

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